+34.0%
CDE vs IEFA
+18.9%
+15.2%
-47.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | IEFA | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.2% | +1.0% | +0.2% | -1.5% |
| 7D | -3.1% | -1.6% | -1.5% | +1.0% |
| 30D | +9.5% | -1.5% | +11.0% | +14.2% |
| 3M | +25.5% | +3.4% | +22.1% | +16.7% |
| 6M | -7.9% | +9.5% | -17.4% | -22.9% |
| YTD | +15.6% | +13.0% | +2.5% | -10.4% |
| 1Y | +34.0% | +18.0% | +16.0% | -6.5% |
| All | +34.0% | +18.9% | +15.2% | -6.5% |
Cumulative growth
Daily Returns
Daily percentage return beside IEFA.
Daily Out/Under-Performance
Portfolio return minus IEFA return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × IEFA return. Early observations use the first valid beta; later observations use the trailing beta estimated for each date.
Cumulative Out/Under-Performance
Relative wealth over 1y: compounded portfolio wealth divided by compounded IEFA wealth, less one. Both series rebase at the selected span's start.
Cumulative Alpha
Compounded beta-adjusted residual returns apply the first valid beta to early observations, then the trailing beta ending on each date.
Updating return analytics…
1y analysis · Full analysis span regression · 6 months rolling